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CCE
2006
11 years 5 months ago
An efficient algorithm for large scale stochastic nonlinear programming problems
The class of stochastic nonlinear programming (SNLP) problems is important in optimization due to the presence of nonlinearity and uncertainty in many applications, including thos...
Y. Shastri, Urmila M. Diwekar
CP
2005
Springer
11 years 11 months ago
Solving Large-Scale Nonlinear Programming Problems by Constraint Partitioning
Abstract. In this paper, we present a constraint-partitioning approach for ļ¬nding local optimal solutions of large-scale mixed-integer nonlinear programming problems (MINLPs). Ba...
Benjamin W. Wah, Yixin Chen
ICPADS
1994
IEEE
11 years 9 months ago
Stochastic Modeling of Scaled Parallel Programs
Testingthe performance scalabilityof parallelprograms can be a time consuming task, involving many performance runs for different computer configurations, processor numbers, and p...
Allen D. Malony, Vassilis Mertsiotakis, Andreas Qu...
EOR
2010
149views more  EOR 2010»
11 years 5 months ago
Adaptive multicut aggregation for two-stage stochastic linear programs with recourse
Outer linearization methods for two-stage stochastic linear programs with recourse, such as the L-shaped algorithm, generally apply a single optimality cut on the nonlinear object...
Svyatoslav Trukhanov, Lewis Ntaimo, Andrew Schaefe...
SIAMJO
2002
133views more  SIAMJO 2002»
11 years 5 months ago
SNOPT: An SQP Algorithm for Large-Scale Constrained Optimization
Abstract. Sequential quadratic programming (SQP) methods have proved highly effective for solving constrained optimization problems with smooth nonlinear functions in the objective...
Philip E. Gill, Walter Murray, Michael A. Saunders
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